Sources | 500metrics

Text on this page was drafted with AI tools; every figure is computed by code from the cited official source.

500metrics uses only official, public sources whose terms allow our use. We read each publisher's terms before using its data, note the sentence that allows our use and the date we read it, and check again when the terms change. Each data page names its source and links to it.

The table below this introduction is generated from our sources register each time the site is built. For every source it shows the publisher, what we use it for, the licence or terms, the date we last read those terms, and when we last fetched data from it.

Every source we use

Source	What we take from it	Terms	Terms read
U.S	Treasury securities auctions since 1979, every announced state kept	fiscaldata.treasury.gov/api-documentation	2026-10-02
U.S	Daily Treasury Statement, tables I, II, IIIA and IIIC, with every revision	fiscaldata.treasury.gov/api-documentation	2026-10-02
Fiscal Data API, Debt to the Penny	Debt to the Penny, every business day since 1993, with its revisions	www.treasurydirect.gov/legal-information/developers/web-api-terms	2026-10-02
U.S	Monthly Statement of the Public Debt, every security outstanding each month since 2001	fiscaldata.treasury.gov/api-documentation	2026-10-02
Treasury Fiscal Data API	Treasury interest expense and average interest rates, monthly	fiscaldata.treasury.gov/api-documentation	2026-10-02
Treasury Fiscal Data API	Monthly Treasury Statement receipts, outlays, net interest and customs	fiscaldata.treasury.gov/api-documentation	2026-10-02
Fiscal Data release calendar	Fiscal Data release calendar, every promised release time and change	fiscaldata.treasury.gov/api-documentation	2026-10-02
U.S	Treasury daily par yield curves and bill rates	home.treasury.gov/subfooter/site-policies-and-notices	2026-10-02
US Treasury, Office of Debt Management: most recent quarterly refunding documents	Treasury quarterly refunding documents, every file kept	home.treasury.gov/subfooter/site-policies-and-notices	2026-10-02
Federal Reserve Bank of New York, Markets Data API: SOMA Treasury holdings	New York Fed SOMA Treasury holdings, every week per CUSIP	www.newyorkfed.org/privacy/termsofuse	2026-10-02
Federal Reserve Bank of New York, Markets Data API: reference rates	New York Fed reference rates (SOFR, TGCR, BGCR, EFFR, OBFR), with same-day revisions	www.newyorkfed.org/privacy/termsofuse	2026-10-02
US-CBO/cbo-data, CBO's open data repository	CBO budget and economic projections, every vintage and correction	github.com/US-CBO/cbo-data/blob/main/LICENSE.md	2026-10-02

Credit lines and notices we carry

Publishers ask to be credited in their own words, and some require a notice. We carry them as follows.

U.S. Treasury, Bureau of the Fiscal Service (Fiscal Data)

Auction results, the Daily Treasury Statement, Debt to the Penny, the Monthly Statement of the Public Debt, the Monthly Treasury Statement, interest expense and the release calendar.

Credit line: "Source: U.S. Treasury, Bureau of the Fiscal Service, Fiscal Data".
Terms: "The data is offered free, without restriction, and available to copy, adapt, redistribute, or otherwise use for non-commercial or commercial purposes." (https://fiscaldata.treasury.gov/api-documentation/, read 2 October 2026).
The Fiscal Service does not endorse 500metrics, and we do not use its figures in advertising.

U.S. Treasury, Office of Debt Management (home.treasury.gov)

Daily par yield curve rates (nominal and real), daily bill rates, and the quarterly refunding documents.

Credit line: "Source: U.S. Treasury".
These are works of the US government, which are not subject to copyright in the United States (17 U.S.C. 105).

Federal Reserve Bank of New York

Federal Reserve holdings of Treasury securities (SOMA) and, where shown, the reference rates SOFR, EFFR, OBFR, TGCR and BGCR.

Notice: "© {year} Federal Reserve Bank of New York. Content from the New York Fed subject to the Terms of Use at newyorkfed.org." Values we calculate from New York Fed data are labelled as ours.
On every page that shows a reference rate: "The SOFR is subject to the Terms of Use posted at newyorkfed.org. The New York Fed is not responsible for publication of the SOFR by 500metrics, does not sanction or endorse any particular republication, and has no liability for your use." (with the name of the rate shown in place of SOFR).
On every page that shows SOFR or BGCR, also: "The Secured Overnight Financing Rate (SOFR) Data and Broad General Collateral Rate (BGCR) Data are calculated using data provided under a license granted to the New York Fed by DTCC Solutions LLC ("Solutions"), an affiliate of The Depository Trust & Clearing Corporation. Solutions, its affiliates, and third parties from which they obtained data have no liability for the content of this material."
New York Fed content is passed on under the New York Fed's Terms of Use (https://www.newyorkfed.org/privacy/termsofuse), with the same permissions and conditions.

Board of Governors of the Federal Reserve System

Selected interest rates (H.15), used as a check on Treasury's yield curve and in its place if Treasury's file is unavailable.

Credit line: "Source: Board of Governors of the Federal Reserve System".
We use only series the Board itself produces. Series the Board obtained from private data vendors are not used.

Congressional Budget Office

Each published budget baseline, kept by date, for the outside estimates shown on some pages.

Credit line: "Source: Congressional Budget Office", with the date of the baseline. Where we change or combine CBO figures, the page says so.

Sources we do not use, and why

We take every number from the publisher that produces it, under terms that allow our use. So we do not use:

Pages on TreasuryDirect.gov. Its site terms allow only personal, non-commercial use. We take the same auction results from Fiscal Data and link to TreasuryDirect's official result files for reference.
Third-party copies of official data, such as economic data aggregators, when the original publisher offers the data directly.
Market prices of any kind, including stock, bond, option and fund prices, and index levels or index membership. These belong to exchanges and index providers and are licensed for a fee.
CUSIP numbers. Pages name a Treasury security by its term and auction date, never by its CUSIP.

Report a problem with a source

If you publish one of these sources and see a use you did not intend, or you spot a credit line we got wrong, write to hello@500metrics.com and we will fix it.